Anic Equity¶

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Total return since start: 0.552 %¶

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Equity now: -----------------------------> 47406.39 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46011.41 Kr¶

PnL: ---------------------------------------> -877.16 Kr¶

DD now: ---------------------------------> -2.516 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-26 12:50:29.337051'

Anic Portfolio¶

Today¶

Return: -0.059 %¶

This Week¶

Return: -1.057 %¶

Total¶

Return: 55.196 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
FM Mattsson Mora Group B 50 6.150000 3195.000000 268.000000 9.160000 2927.000000
HEBA B 70 0.250000 2796.500000 160.500000 6.090000 2636.000010
HMS Networks 2 15.330000 797.600000 124.600000 18.510000 673.000000
SAAB B 8 0.870000 3437.600000 60.600000 1.790000 3377.000000
Samhällsbyggnadsbo. i Norden B 20 -0.050000 391.800000 36.800000 10.370000 355.000000
Intrum 4 6.150000 562.800000 35.800000 6.790000 527.000000
MedCap 2 -1.080000 456.000000 35.000000 8.310000 421.000000
Corem Property Group B 59 -2.490000 601.800000 24.800000 4.300000 576.999999
AcadeMedia 12 -1.310000 577.920000 20.920000 3.760000 557.000004
Boozt 12 0.220000 1671.600000 17.600000 1.060000 1653.999996
Resurs Holding 22 -1.970000 590.040000 16.040000 2.790000 573.999998
Eastnine 4 0.800000 506.400000 15.400000 3.140000 491.000000
Swedbank A 3 -0.750000 575.400000 11.400000 2.020000 564.000000
Fastighetsbolag. Emilshus Pref 21 -0.360000 573.300000 11.300000 2.010000 562.000005
OEM International B 7 -0.260000 536.200000 8.200000 1.550000 527.999997
Securitas B 6 -0.150000 577.920000 7.920000 1.390000 570.000000
Coor Service Management Hold. 8 0.070000 535.600000 3.600000 0.680000 532.000000
Norva24 Group 16 0.060000 546.560000 3.560000 0.660000 543.000000
Karnov Group 9 -0.500000 538.200000 2.200000 0.410000 536.000004
Creaspac SPAC 6 0.310000 579.000000 2.000000 0.350000 577.000002
Samhällsbyggnadsbo. i Norden D 12 -0.290000 246.960000 0.960000 0.390000 246.000000
CTEK 13 -0.740000 525.200000 -8.800000 -1.650000 533.999999
Nordea Bank Abp 29 -0.690000 3445.200000 -8.800000 -0.250000 3453.999992
Handelsbanken A 5 -0.600000 536.500000 -9.500000 -1.740000 546.000000
Midsona B 63 1.010000 567.000000 -16.000000 -2.740000 582.999984
Essity B 2 -3.470000 539.800000 -34.200000 -5.960000 574.000000
International Petroleum Corp. 5 -0.720000 548.500000 -46.070000 -7.750000 594.565215
Essity A 4 -3.040000 1084.000000 -65.000000 -5.660000 1149.000000
Vivesto 1368 2.150000 545.010000 -67.990000 -11.090000 612.999432
Sampo Oyj SDB 7 -1.190000 3769.500000 -80.500000 -2.090000 3850.000000
Beijer Electronics Group 26 -8.110000 2886.000000 -85.000000 -2.860000 2971.000006
Fasadgruppen Group 35 0.770000 3661.000000 -150.000000 -3.940000 3810.999990
OX2 18 0.380000 1408.500000 -255.500000 -15.350000 1663.999992
Axfood 13 -3.240000 3460.600000 -295.400000 -7.860000 3756.000001
Ovzon 52 -0.750000 2740.400000 -621.600000 -18.490000 3361.999992
TOTAL 46011.410000 -877.160000 -2.51594% 46888.564618

Updated:¶

'2023-01-26 12:50:42.179287'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶